+216.5%
AZN vs MCO
+393.6%
-177.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.6% | -3.8% | +2.2% | -0.5% |
| 30D | +1.1% | -0.4% | +1.4% | +1.1% |
| 3M | -12.1% | +7.7% | -19.9% | -14.2% |
| 6M | -17.1% | +7.0% | -24.1% | -19.2% |
| YTD | -12.0% | -6.4% | -5.6% | -11.0% |
| 1Y | -0.2% | -7.6% | +7.4% | +1.1% |
| 3Y | +26.8% | +43.2% | -16.5% | +10.6% |
| 5Y | +56.9% | +29.6% | +27.3% | +38.0% |
| All | +216.5% | +393.6% | -177.1% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling